This comparison is mostly apples-to-apples, (almost) same hardware resource, different packaging.
VM: you do the updates, scaling, etc.
Windows = 1.5 Linux price (Windows is not free)
Cloud Service: a "wrapper" on VM, management included, auto-scaling etc.
App Service: a wrapper on wrapper, simple, just deploy web app; replication (SLA) included with single instance. With Cloud Service or VM you need 2 instances to get SLA.